Market Microstructure Researcher

Chicagofull time

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On Site

mid

$180k–$260k

H1B: no

Quberesearchand Technologies The Market Microstructure Researcher at Qube Research & Technologies analyzes network and exchange protocols to optimize connectivity for high-frequency trading strategies. The role involves conducting experiments, collaborating with trading teams, and improving execution performance on latency-sensitive exchanges.

Responsibilities

Network & Protocol Analysis: Analyse network and exchange protocol captures to identify inefficiencies and improve communication performance
Exchange Research & Liaison: Research exchange features, attend presentations, and communicate with exchange counterparts to gather insights
Execution Optimization: Reverse-engineer trading systems and design and conduct experiments to improve fill rates
Cross-team Communication: Collaborate directly with trading and research teams to ensure best application of findings and direct PnL impact
Data Analysis: Effectively work with large and robust datasets to identify and resolve inefficiencies in internal execution systems and exchange communication

Qualification

Degree in Computer Science

Required

Degree in Computer Science, Engineering, or a related field
5+ years of experience in data analysis and/or low-level systems and network engineering
Strong skills in Python and time-series analysis
Understanding of network protocols such as TCP/IP and Ethernet
Familiarity with market microstructure and low-latency trading is a plus
Advanced networking and GNU/Linux knowledge is a plus

Preferred

Familiarity with market microstructure and low-latency trading
Advanced networking and GNU/Linux knowledge

Company

Quberesearchand Technologies

View company page

10000+ employees

Transportation

Founded 2009

Source: greenhouse

Active within the past hour

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